It looks like there are quite a few different bits of custom CSS that are setting those background colors. You can see that in your edit theme settings here:
On that page, expand the "Custom CSS/HEAD Code" section and look in the custom CSS box. You should see 7 references to a background color of #2f4961. Additionally, if you expand the "Top Navigation Menu" section, you should see a few different settings configured with that same color. If you change those, it will affect the horizontal menu.
You would need to change all of those in order to change the entirety of that dark blue outer color.
Hope that helps!